Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 63.771034 71.638540 80.710990 92.098507 106.235181 123.527719 1.468130e+02
2024-12-22 51.005976 60.173028 71.648382 87.524008 109.731780 141.143358 1.921304e+02
2024-12-29 46.902698 57.427375 71.475550 92.548501 125.356537 178.907644 2.861998e+02
2025-01-05 42.406437 53.167128 68.143831 91.885313 131.830633 204.824853 3.815617e+02
2025-01-12 38.562061 49.174215 64.400046 89.558414 134.547803 224.936558 4.867959e+02
2025-01-19 34.963213 45.086398 59.907962 85.101211 132.132800 233.533213 5.743495e+02
2025-01-26 34.144232 44.894253 61.204499 90.381468 149.434102 296.158972 9.965512e+02
2025-02-02 33.457708 44.790102 62.569426 95.993371 169.477840 383.737340 2.112395e+03
2025-02-09 32.054646 43.430889 61.688065 97.216878 180.182759 455.062812 4.514813e+03
2025-02-16 30.439644 41.594263 59.786939 96.089694 184.789641 510.669575 1.075953e+04
2025-02-23 28.948545 39.840078 57.847947 94.565316 187.939440 566.078015 4.678152e+04
2025-03-02 27.375876 37.848303 55.316108 91.436046 185.767796 594.796818 1.999068e+06
2025-03-09 26.182602 36.461438 53.847865 90.622052 190.965679 681.305536 NaN
2025-03-16 24.610234 34.363525 50.946857 86.321095 184.475332 687.814801 NaN
2025-03-23 24.379535 34.479967 52.088758 91.244367 209.506480 1004.099479 NaN
2025-03-30 23.483477 33.407581 50.909705 90.596224 215.544392 1192.636387 NaN
2025-04-06 22.475824 32.086638 49.154563 88.320135 214.857722 1311.284944 NaN
2025-04-13 21.307997 30.435086 46.660505 83.958146 204.924897 1269.830256 NaN
2025-04-20 21.264441 30.725890 47.937880 89.125311 235.398674 2216.680887 NaN
2025-04-27 21.219622 31.007784 49.222281 94.612859 272.289609 4888.496200 NaN
2025-05-04 20.764072 30.527372 48.921790 95.808696 290.107213 9141.042064 NaN
2025-05-11 20.136671 29.704426 47.854287 94.707010 295.346749 14541.524859 NaN
2025-05-18 19.515830 28.866139 46.701473 93.216848 297.891015 23980.358703 NaN